+39.2%
LVS vs IBB
+811.5%
-772.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.8% |
| 7D | -1.3% | -1.4% | +0.1% | -0.5% |
| 30D | +12.2% | +6.8% | +5.4% | +5.4% |
| 3M | -11.3% | +9.2% | -20.5% | -18.8% |
| 6M | -21.6% | +28.3% | -50.0% | -38.3% |
| YTD | -36.6% | +29.4% | -66.0% | -50.9% |
| 1Y | -38.4% | +33.2% | -71.6% | -53.6% |
| 3Y | -10.2% | +90.2% | -100.3% | -52.0% |
| 5Y | +9.4% | +44.0% | -34.6% | -25.8% |
| 10Y | -11.3% | +133.1% | -144.4% | -66.3% |
| All | +39.2% | +811.5% | -772.3% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling